In a stand mixer, beat the butter and brown sugar until light and fluffy, about 2 minutes. Scrape down the bowl and add the egg and vanilla. Mix well.
In a separate bowl stir together the salt, cocoa powder, flour, and baking soda. Add to the wet ingredients and mix until combined. Do not over mix.
Using a teaspoon scoop out rounded teaspoons of dough and roll into balls. Roll the cookie dough balls in the toasted and finely chopped pecans until fully coated. Place balls an inch apart on the prepared cookie sheet. Press your finger into each ball, making a hole in the middle. Bake for 9 minutes or until set on the edges. If the thumbprint has disappeared while baking, repress the cookies after they come out of the oven. Transfer to a cooling rack.
While the cookies are cooling, unwrap the caramels and place in a microwave safe bowl. Microwave in 30 second increments, stirring periodically to make sure they don’t burn, until the caramels are fully melted. Transfer the melted caramel to a pipping bag.
Pipe a dollop of caramel into each thumbprint, allow to cool and eat!